Quantifying informational linkages in a global model of currency spot markets
Matthew Greenwood-Nimmo, Viet Nguyen, and Yongcheol Shin
| Year of publication: |
2019
|
|---|---|
| Authors: | Greenwood-Nimmo, Matthew ; Viet Hoang Nguyen ; Shin, Yongcheol |
| Published in: |
International financial markets. - London : Routledge, ISBN 978-1-138-06092-0. - 2019, p. 99-132
|
| Subject: | Theorie | Theory | Wechselkurs | Exchange rate | Spotmarkt | Spot market | VAR-Modell | VAR model | Währung | Currency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012249032